Kaur was born as Nathalia Pinheiro Felipe Martins in Rio de Janeiro, Brazil.

Her mother has Portuguese ancestry, while the exact ancestry of her father is little known; in an interview, Kaur said that she is "half Punjabi", and that her father is half Indian, being her paternal grandfather of the Punjabi and her paternal grandmother of Portuguese.

[1][2] Kaur modelled in Brazil and other countries until moving to India upon receiving an offer.

[4] Before its release she was cast by Ram Gopal Varma to perform an item number in his next film Department.

[6] Kaur played her first lead role as Hema in the Bollywood movie Guns of Banaras which was released in 2020.